False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
LAURENT BARRAS, OLIVIER SCAILLET, RUSS WERMERSVolume:
65
Year:
2010
Language:
english
Pages:
38
DOI:
10.1111/j.1540-6261.2009.01527.x
File:
PDF, 439 KB
english, 2010